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ZKB Call Warrant auf
Hochtief AG

ISIN: CH1305151438 Security: 130515143 Symbol: HOTS1Z Life cycle
redeemed

Bid Price 0.001

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 21.06.2024 12:00:00

Sell Buy 

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Price data

  Bid Ask
Price 0.001 0.02
Volume 1'000'000.00 250'000.00
Date/time 21.06.24 12:00 21.06.24 12:00

Life cycle

Fixing21.06.2024
Settlement date17.04.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Key figures on issue

Issue price0.21
Underlying price on issue101.90
Premium0.06%
Premium p.a.3.39%
Leverage46.71
Implied volatility0.34

Reference data

ISIN CH1305151438
Symbol HOTS1Z
Security 130515143
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Hochtief I, DE0006070006
Underlying ISIN DE0006070006
Strike 105.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 10.04.2024

Key figures

Premium 6.50%
Premium p.a. 338.84%
Leverage 448.54
Implied volatility 33.66%
Moneyness out-of-the-money
Leverage 46.7130
Delta 0.1041
Gamma 0.0020
Theta -0.0028
Rho 0.0001
Vega 0.0012
Fair value 0.01
Intrinsic value n.a.
Break-even 105.22
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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